Arithmetic Brownian motion and real options
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pedro Godinho, 2015. "Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach," GEMF Working Papers 2015-02, GEMF, Faculty of Economics, University of Coimbra.
- Glensk, Barbara & Madlener, Reinhard, 2017.
"Evaluating the Enhanced Flexibility of Lignite-Fired Power Plants: A Real Options Analysis,"
FCN Working Papers
107/2016, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Glensk, Barbara & Madlener, Reinhard, 2017. "Evaluating the Enhanced Flexibility of Lignite-Fired Power Plants: A Real Options Analysis," FCN Working Papers 10/2016, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Ernesto Garnier and Reinhard Madlener, 2016.
"The Influence of Policy Regime Risks on Investments in Innovative Energy Technology,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Bollino-M).
- Garnier, Ernesto & Madlener, Reinhard, 2015. "The Influence of Policy Regime Risks on Investments in Innovative Energy Technology," FCN Working Papers 2/2015, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Oct 2015.
- Sesana, Debora & Marazzina, Daniele & Fusai, Gianluca, 2014. "Pricing exotic derivatives exploiting structure," European Journal of Operational Research, Elsevier, vol. 236(1), pages 369-381.
More about this item
KeywordsInvestment analysis; Real options; Risk-neutral valuation; Arithmetic Brownian motion;
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